Rayvt’s Activity

Yesterday

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Rayvt replied to the Bonds & Fixed Income Investments board. 6:54 PM

Re: Bonds, Bond ETFs, or just sit with cash for now?

AGG has a duration of 5.25 years.
That means, roughly, that AGG will drop in price by 5.25% for each 1% rise in interest rates. The yield is currently 2.31%.
So, roughly, when rates rise 1% it'll take 2 years for your AGG holding to get back [more]

Wed Jul 29

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Rayvt replied to the Mechanical Investing board. 6:59 PM

Re: New ideas for a screen

I'll add that a transcript of the video including charts can be found at http://totalwealthresearch.com/find-profits-in-any-market-wi......

Wow. Talk about [more]

Mon Jul 27

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Rayvt replied to the Mechanical Investing board. 5:23 PM

Re: OUCH

This guy often has interesting stuff. From today: http://thereformedbroker.com/2015/07/27/chart-o-the-day-wors... (All bolding is [more]

Sun Jul 26

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Rayvt replied to the Mechanical Investing board. 7:20 PM

Re: OUCH

My perception is that it's likely to be curve-fit, and will cost money over the long haul. It will also be impossible for me to react quickly to a signal change, since I have all my $$ invested and I'd get killed on executions. I'd need at least a [more]

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Rayvt replied to the Mechanical Investing board. 2:37 PM

Re: OUCH


Better to error on the safe side.


Better to stick to the side that the historical data says to be.

Zeelotes' First Law of Market Timing:
"There is no such thing as a great signal that doesn't seem insane at the [more]

Wed Jul 22

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Rayvt replied to the Mechanical Investing board. 5:20 PM

Re: What's wrong with this screen ?

I agree with Jim. What would be the reason for restricting your universe to the S&P500 stocks? I can't think of any sound argument for doing so.

The S&P 500 stocks are nothing more than 500 stocks that a committee picked for reasons [more]

Mon Jul 20

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Rayvt replied to the Mechanical Investing board. 11:52 AM

Re: two new screens

Thanks for the links to these 2 articles. The first was potentially useful for my Trending Value screen, in that it talked about 2 metrics to pick stocks to _avoid_. I'd never seen him mention that aspect before. Don't know yet if or how this would [more]

Sun Jul 19

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Rayvt replied to the Mechanical Investing board. 8:02 PM

Re: two new screens

The article & backtest suggest you're right on. Another great example of a well-considered & reasonable screen developed by a smart & knowledgeable person that can yield inferior results.


Huh? This is the AAII -- as [more]

Sat Jul 18

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Rayvt replied to the Mechanical Investing board. 5:28 PM

Re: Median P/E

Is this actionable? Or merely interesting?

'cause I think it's the latter.
It's getting boring around here lately.

Fri Jul 17

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Rayvt replied to the Mechanical Investing board. 3:50 PM

Re: More Predictions

...
And that a majority of those that are wrong will be silently ignored and never mentioned or admitted to.

And that a majority of those that are wrong but *are* mentioned, that mention will come with a list of "unforeseen" [more]

Tue Jul 14

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Rayvt replied to the Mechanical Investing board. 9:54 PM

Re: screen of screens but using past reappearances

the CAGR (96% v. S&P 14%) of his method may warrant a look,

Just on this basis, my first thought was that this screams of curve-fitting.

While reading the article, my thoughts were "garbage, garbage, garbage", [more]

Mon Jul 13

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Rayvt replied to the Retirement Investing board. 7:38 PM

Re: preferred stocks.

Preferred stocks are bonds that trade like stocks. In a bankruptcy, they are lower priority than the bonds and higher priority than the stock shares.

To learn more about them, I'd suggest [more]

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Rayvt replied to the Mechanical Investing board. 9:30 AM

Re: Fidelity

Somebody who would be considering such a move is not candidate for any MI-type screens -- or even any other active approach. It would be like a duffer trying to register for the Pro-Am gold tournament. They don't even have the background to be asking [more]

Fri Jul 10

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Rayvt replied to the Mechanical Investing board. 11:55 PM

Re: return of capital, not return on capital

Personally, I see MDD as a greatly over rated measure. To be blunt, I think it's useless. When you measure MDD you are measuring a one-time event at the far end of the distribution curve. By design, it's a measure with very poor statistical [more]

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Rayvt replied to the Mechanical Investing board. 11:14 PM

Re: can-o-worms

How much more does it cost Social Security to support two people people of same sex sharing living quarters compared to the same two people married? to each other?

According to the Motley Fool advertising email I got last week, [more]

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Rayvt replied to the Mechanical Investing board. 11:10 PM

Re: return of capital, not return on capital

I guess I just don't believe outperformance with less risk is even possible.

Well, that's where you are going wrong. Despite timing people repeating it over and over, people _persist_ in thinking that the goal of timing is to increase [more]

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Rayvt replied to the Mechanical Investing board. 12:10 PM

Re: return of capital, not return on capital

In backtest anyway.
Going forward I doubt these simple ways will work as well as they did in the past.


I do. Doubt it, that is.

Things will continue to work as they have because the market action is driven by people's [more]

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Rayvt replied to the Mechanical Investing board. 11:59 AM

Re: return of capital, not return on capital

From 1991-10-28:

GSPC alone 7.2 CAGR, -57% MDD
Classic 60/40 GSPC/VBMFX 7.0 CAGR -36% MDD
3 mo moment GSPC/VBMFX 7.3 CAGR -16% MDD
Mean Variance 13 equities 8.3 CAGR, -14% MDD
6mo moment 7 Equities 11.4 CAGR -20.4% MDD
[more]

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Rayvt replied to the Bonds & Fixed Income Investments board. 11:40 AM

Re: Screening for preferreds?

Now is not a good time to buy preferred stocks. Rather its a good time to sell those that have not been called--before interest rates start to rise.
There is a time for every season.
Preferreds are bonds -- and now happens to be not a [more]

Wed Jul 8

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 6:53 PM

Re: can-o-worms

Can we move this discussion of haters over to the depths of the internet where it belongs?

This board is about investing.

Anyway, it's all moot. SSM will only be around in the interregnum between now and sharia.

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